IG Group Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.68% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1656 | 11.57 | |
| 0.0267 | 9.57 | |
| 0.8803 | 149.99 | |
| 0.1069 | 9.37 |
Estimation Period:
Apr 27, 2005 to Feb 6, 2026
Apr 27, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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